Does it use SAML / ADFS? Then you could use the SAML appstore module (https://appstore.home.mendix.com/link/app/1174/).
Do you create a hybrid mobile app? Then special instructions apply: https://docs.mendix.com/howto/mobile/implement-sso-on-a-hybrid-app-with-mendix-and-saml
Thank you for your answer Axel.
What they use, I'm not sure of yet, I'm starting to look into the possible solution(s). And we're not creating a hybrid mobile app.
And you can always create a webservice where accounts can requests tokens so they can build an URL for deeplinking. But indeed the SAML / ADFS is the preferred route.